+23.9%
DT vs MAGS
+187.1%
-163.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.5% | -1.8% | -0.8% | -1.7% |
| 30D | +3.5% | +1.1% | +2.5% | +3.0% |
| 3M | +26.7% | +7.7% | +19.0% | +21.9% |
| 6M | +36.1% | +11.7% | +24.4% | +27.9% |
| YTD | +18.6% | +4.9% | +13.8% | +15.3% |
| 1Y | +7.9% | +14.3% | -6.5% | 0.0% |
| 3Y | +8.6% | +128.9% | -120.3% | -37.5% |
| All | +23.9% | +187.1% | -163.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling